Anic Equity¶

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Total return since start: 0.627 %¶

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Equity now: -----------------------------> 49697.21 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45636.0 Kr¶

PnL: ---------------------------------------> 580.0 Kr¶

DD now: ---------------------------------> -6.444 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 16:39:20.988205'

Anic Portfolio¶

Today¶

Return: 1.686 %¶

This Week¶

Return: 0.799 %¶

Total portfolio value¶

Return including deposits: 62.696 %¶

Benchmark comparison TODAY¶

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.530000 1669.680000 200.680000 13.660000 1468.999998
Sedana Medical 93 4.200000 2676.540000 155.540000 6.170000 2521.000011
Orrön Energy 180 6.350000 2187.000000 144.000000 7.050000 2043.000000
Atrium Ljungberg B 5 4.360000 994.000000 59.000000 6.310000 935.000000
Platzer Fastigheter Holding B 12 4.830000 1016.400000 55.400000 5.760000 960.999996
Sagax B 4 3.740000 899.200000 45.200000 5.290000 854.000000
Catena 2 4.180000 836.800000 44.800000 5.660000 792.000000
JM 6 3.280000 906.600000 42.600000 4.930000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.740000 1022.000000 42.000000 4.290000 980.000000
Hexatronic Group 12 3.220000 999.360000 32.360000 3.350000 966.999996
VEF 909 3.500000 1881.630000 31.630000 1.710000 1850.000436
BioGaia B 8 1.880000 952.000000 22.000000 2.370000 930.000000
Bilia A 8 1.510000 913.600000 13.600000 1.510000 900.000000
Byggmax Group 33 1.660000 968.880000 12.880000 1.350000 956.000001
Gränges 9 1.360000 940.500000 12.500000 1.350000 927.999999
Biotage 7 1.110000 953.400000 12.400000 1.320000 940.999997
Clas Ohlson B 12 0.860000 982.800000 9.800000 1.010000 972.999996
OX2 13 1.380000 953.550000 3.550000 0.370000 949.999999
EQT 4 0.870000 835.200000 3.200000 0.380000 832.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
ASSA ABLOY B 3 0.120000 776.700000 -2.300000 -0.300000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Creaspac SPAC 39 0.210000 3705.000000 -13.000000 -0.350000 3717.999987
Nordic Waterproofing Holding 7 1.040000 953.400000 -13.600000 -1.410000 966.999999
Addnode Group B 11 0.240000 903.650000 -17.350000 -1.880000 921.000003
SKF B 5 -1.580000 917.250000 -22.750000 -2.420000 940.000000
Hexagon B 26 1.270000 3433.300000 -27.700000 -0.800000 3461.000010
Indutrade 5 2.240000 1187.000000 -31.000000 -2.550000 1218.000000
Vitec Software Group B 2 0.770000 1050.000000 -37.000000 -3.400000 1087.000000
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Bufab 3 -0.680000 1045.800000 -63.200000 -5.700000 1109.000001
INVISIO 16 0.670000 3624.000000 -65.000000 -1.760000 3689.000000
BHG Group 97 1.650000 1377.400000 -81.600000 -5.590000 1458.999989
TOTAL 45622.940000 566.940000 -6.46871% 45056.000411

Updated:¶

'2023-07-04 16:37:24.315742'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶